2017-04-07 |
MARKET DATA |
No 69 (3102) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
582,50 |
583,49 |
31 |
515,00 |
515,74 |
9 |
1 097,50 |
1 099,23 |
40 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0417 |
PL0000107058 |
100,12 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
99,57 |
99,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
101,98 |
102,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
102,23 |
102,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,02 |
101,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
97,13 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
96,06 |
96,07 |
96,070 |
96,070 |
96,070 |
96,070 |
96,070 |
80 000 |
76,86 |
2 |
PS0719 |
PL0000108148 |
102,55 |
102,57 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
108,29 |
108,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,51 |
97,50 |
97,550 |
97,550 |
97,550 |
97,550 |
97,550 |
5 000 |
4,95 |
1 |
DS1020 |
PL0000106126 |
109,37 |
109,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
97,53 |
97,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,25 |
95,92 |
96,170 |
96,250 |
96,170 |
96,210 |
96,212 |
55 000 |
53,60 |
4 |
DS1021 |
PL0000106670 |
112,76 |
112,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
97,13 |
97,02 |
97,050 |
97,050 |
97,040 |
97,050 |
97,047 |
30 000 |
29,76 |
3 |
WS0922 |
PL0000102646 |
114,07 |
114,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,55 |
104,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
100,14 |
100,01 |
100,120 |
100,120 |
100,010 |
100,060 |
100,081 |
352 500 |
360,94 |
16 |
DS0726 |
PL0000108866 |
93,61 |
91,54 |
93,350 |
93,500 |
93,350 |
93,500 |
93,425 |
40 000 |
38,08 |
3 |
DS0727 |
PL0000109427 |
91,99 |
89,78 |
91,870 |
91,870 |
91,870 |
91,870 |
91,870 |
10 000 |
9,37 |
1 |
WS0428 |
PL0000107611 |
93,00 |
94,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,57 |
122,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,85 |
110,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,20 |
100,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,08 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,69 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,92 |
98,99 |
98,910 |
98,910 |
98,910 |
98,910 |
98,910 |
10 000 |
9,93 |
1 |
WZ1122 |
PL0000109377 |
97,18 |
97,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,25 |
96,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,25 |
94,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
582 500 |
583,49 |
31 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0925 |
XS1288467605 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0126 |
XS1346201616 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1027 |
XS1584894650 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1028 |
XS1508566392 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0136 |
XS1346201889 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EURB136 |
XS1584948415 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1046 |
XS1508566558 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BILLS |
Bond |
ISIN |
Days to maturity |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
Clearing price (PLN) |
(pcs) |
(PLN M) |
(pcs) |
30AUG17 |
PL0000005005 |
141 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,54 |
99,62 |
1,61 |
1,33 |
99,58 |
1,47 |
DS1017 |
PL0000104543 |
101,96 |
102,12 |
1,55 |
1,27 |
102,04 |
1,41 |
WZ0118 |
PL0000104717 |
100,18 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,19 |
102,28 |
1,61 |
1,52 |
102,24 |
1,56 |
PS0718 |
PL0000107595 |
100,98 |
101,06 |
1,72 |
1,66 |
101,02 |
1,69 |
OK1018 |
PL0000109062 |
97,11 |
97,28 |
1,92 |
1,81 |
97,20 |
1,86 |
WZ0119 |
PL0000107603 |
100,05 |
100,13 |
--- |
--- |
100,09 |
--- |
OK0419 |
PL0000109633 |
95,95 |
96,13 |
2,05 |
1,96 |
96,04 |
2,00 |
PS0719 |
PL0000108148 |
102,49 |
102,64 |
2,12 |
2,05 |
102,57 |
2,08 |
DS1019 |
PL0000105441 |
108,21 |
108,39 |
2,14 |
2,07 |
108,30 |
2,10 |
WZ0120 |
PL0000108601 |
99,63 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0420 |
PL0000108510 |
97,44 |
97,63 |
2,38 |
2,31 |
97,54 |
2,35 |
DS1020 |
PL0000106126 |
109,25 |
109,45 |
2,48 |
2,43 |
109,35 |
2,45 |
WZ0121 |
PL0000106068 |
98,84 |
99,03 |
--- |
--- |
98,94 |
--- |
PS0421 |
PL0000108916 |
97,42 |
97,63 |
2,68 |
2,62 |
97,53 |
2,65 |
PS0721 |
PL0000109153 |
96,09 |
96,28 |
2,73 |
2,68 |
96,19 |
2,70 |
DS1021 |
PL0000106670 |
112,61 |
112,87 |
2,75 |
2,69 |
112,74 |
2,72 |
PS0422 |
PL0000109492 |
96,92 |
97,14 |
2,91 |
2,87 |
97,03 |
2,89 |
WS0922 |
PL0000102646 |
113,89 |
114,14 |
2,95 |
2,90 |
114,02 |
2,92 |
WZ1122 |
PL0000109377 |
97,07 |
97,25 |
--- |
--- |
97,16 |
--- |
IZ0823 |
PL0000105359 |
108,94 |
111,19 |
--- |
--- |
110,07 |
--- |
DS1023 |
PL0000107264 |
105,36 |
105,72 |
3,08 |
3,02 |
105,54 |
3,05 |
WZ0124 |
PL0000107454 |
96,15 |
96,32 |
--- |
--- |
96,24 |
--- |
DS0725 |
PL0000108197 |
99,88 |
100,21 |
3,26 |
3,22 |
100,05 |
3,24 |
WZ0126 |
PL0000108817 |
94,11 |
94,33 |
--- |
--- |
94,22 |
--- |
DS0726 |
PL0000108866 |
93,29 |
93,60 |
3,35 |
3,31 |
93,45 |
3,33 |
DS0727 |
PL0000109427 |
91,68 |
92,02 |
3,47 |
3,43 |
91,85 |
3,45 |
WS0429 |
PL0000105391 |
121,85 |
123,00 |
3,49 |
3,39 |
122,43 |
3,44 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0717 |
PL0000108502 |
99,56 |
99,62 |
1,54 |
1,33 |
99,59 |
1,43 |
DS1017 |
PL0000104543 |
101,97 |
102,11 |
1,53 |
1,28 |
102,04 |
1,41 |
WZ0118 |
PL0000104717 |
100,18 |
100,27 |
--- |
--- |
100,23 |
--- |
PS0418 |
PL0000107314 |
102,21 |
102,29 |
1,59 |
1,51 |
102,25 |
1,55 |
PS0718 |
PL0000107595 |
101,00 |
101,07 |
1,70 |
1,65 |
101,04 |
1,67 |
OK1018 |
PL0000109062 |
97,11 |
97,28 |
1,92 |
1,81 |
97,20 |
1,86 |
WZ0119 |
PL0000107603 |
100,05 |
100,13 |
--- |
--- |
100,09 |
--- |
OK0419 |
PL0000109633 |
96,02 |
96,12 |
2,01 |
1,96 |
96,07 |
1,99 |
PS0719 |
PL0000108148 |
102,49 |
102,61 |
2,12 |
2,07 |
102,55 |
2,09 |
DS1019 |
PL0000105441 |
108,22 |
108,34 |
2,13 |
2,09 |
108,28 |
2,11 |
WZ0120 |
PL0000108601 |
99,65 |
99,75 |
--- |
--- |
99,70 |
--- |
PS0420 |
PL0000108510 |
97,44 |
97,58 |
2,38 |
2,33 |
97,51 |
2,36 |
DS1020 |
PL0000106126 |
109,25 |
109,44 |
2,48 |
2,43 |
109,35 |
2,45 |
WZ0121 |
PL0000106068 |
98,87 |
99,02 |
--- |
--- |
98,95 |
--- |
PS0421 |
PL0000108916 |
97,42 |
97,64 |
2,68 |
2,62 |
97,53 |
2,65 |
PS0721 |
PL0000109153 |
96,15 |
96,28 |
2,71 |
2,68 |
96,22 |
2,69 |
DS1021 |
PL0000106670 |
112,63 |
112,91 |
2,75 |
2,69 |
112,77 |
2,72 |
PS0422 |
PL0000109492 |
96,99 |
97,12 |
2,90 |
2,87 |
97,06 |
2,88 |
WS0922 |
PL0000102646 |
113,89 |
114,07 |
2,95 |
2,92 |
113,98 |
2,93 |
WZ1122 |
PL0000109377 |
97,12 |
97,28 |
--- |
--- |
97,20 |
--- |
IZ0823 |
PL0000105359 |
109,19 |
110,88 |
--- |
--- |
110,04 |
--- |
DS1023 |
PL0000107264 |
105,38 |
105,64 |
3,08 |
3,03 |
105,51 |
3,05 |
WZ0124 |
PL0000107454 |
96,19 |
96,34 |
--- |
--- |
96,27 |
--- |
DS0725 |
PL0000108197 |
99,88 |
100,12 |
3,26 |
3,23 |
100,00 |
3,25 |
WZ0126 |
PL0000108817 |
94,18 |
94,34 |
--- |
--- |
94,26 |
--- |
DS0726 |
PL0000108866 |
93,28 |
93,52 |
3,35 |
3,32 |
93,40 |
3,34 |
DS0727 |
PL0000109427 |
91,70 |
91,94 |
3,47 |
3,44 |
91,82 |
3,46 |
WS0429 |
PL0000105391 |
121,85 |
123,07 |
3,49 |
3,38 |
122,46 |
3,44 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1023 |
PL0000107264 |
3/4 |
1 |
1,440 |
1,440 |
1,440 |
40 |
PS0422 |
PL0000109492 |
0/3 |
3 |
1,460 |
1,460 |
1,460 |
15 |
PS0719 |
PL0000108148 |
3/11 |
8 |
1,460 |
1,460 |
1,460 |
100 |
PS0420 |
PL0000108510 |
3/11 |
8 |
1,470 |
1,470 |
1,470 |
180 |
PS0421 |
PL0000108916 |
3/11 |
8 |
1,460 |
1,460 |
1,460 |
25 |
OK1018 |
PL0000109062 |
3/11 |
8 |
1,490 |
1,490 |
1,490 |
35 |
PS0422 |
PL0000109492 |
3/11 |
8 |
1,460 |
1,460 |
1,460 |
25 |
OK0419 |
PL0000109633 |
3/11 |
8 |
1,460 |
1,460 |
1,460 |
95 |
TOTAL |
515 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.